Notes

A news scan found the following data: the symbol is SOL, and the time frame is hourly. The mean is 1.5625196946122686, and the 95% confidence interval, or CI95, is between -4.875987958959943 and 7.987969363031539. The half Kelly, a measure used to determine the optimal bet size, is 1.2124843963360723. This data is based on a 20,000 iteration bootstrap simulation with a seed of 91302. The simulation has some limitations, including a small sample size and not fully capturing tail events and different market regimes. The fractional return half Kelly formula is 0.5 times the probability of a win divided by the average loss, minus 0.5 times the probability of a loss divided by the average win. The actual size is 0, and the probe ceiling is 29.785, which is not a recommendation. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: the symbol is SOL, the time frame is daily, and the number of data points is 7. The mean is -1.0525404832101413, and the 95% confidence interval, or CI95, is between -8.357238257861756 and 5.529317420055285. The half Kelly, a measure of optimal bet size, is -0.9381204351331451. This data is based on a 20,000 iteration bootstrap simulation with a seed of 91302. The results note that the small sample size may not fully capture tail events or different market regimes. The fractional return half Kelly formula is 0.5 times the probability of a win divided by the average loss, minus 0.5 times the probability of a loss divided by the average win. The actual size is 0, and the probe ceiling is 29.785, which is not a recommendation. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: a training session for ETH/USD on an hourly basis, known as a hourly timeframe, used 14 data points. The average return was 2.73742254464166. A confidence interval, which is a range of values, was calculated to be between -6.610061694044508 and 13.042991153355054, and this is called the 95% confidence interval. The half Kelly criterion, a formula to determine the optimal bet size, was 0.5265468856360258. This data is based on a bootstrap simulation, which is a method of estimating properties of a dataset, with a seed of 91302, and 20,000 independent and identically distributed, or IID, closed trades. The results note that the small sample size may not fully capture the tails, or extreme values, and regimes, or periods of distinct market behavior. The fractional return half Kelly formula is 0.5 times the probability of a win divided by the average loss, minus 0.5 times the probability of a loss divided by the average win. The actual size is 0, and a probe ceiling of 29.785 was noted, but this is not a recommendation. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: the symbol is ETH, the time frame is daily, and the number of observations is 12. The mean is -1.2362863952910512, and the 95% confidence interval, or CI95, is between -9.498155958313149 and 7.42919913665043. The half Kelly, a measure used to calculate bet size, is -0.3382868966029122. This data is from a 20,000 iteration independent and identically distributed closed-trade bootstrap with a seed of 91302. The report notes that the small sample size may not fully capture tails or regimes. The fractional return half Kelly formula is half the difference between the probability of a win and the average loss, and the probability of a loss and the average win. The actual size is 0, and the probe ceiling is 29.785, which is not a recommendation. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: the symbol is BTC, the time frame is hourly, and the number of observations is 13. The mean is 3.4366180942589626, and the 95% confidence interval is between -5.382221149437664 and 14.20271623460554. The half Kelly criterion is 1.0402252634722973. This is based on a 20,000 iteration independent and identically distributed closed-trade bootstrap with seed 91302. Note that the small sample size may not fully capture tail events or different market regimes. The fractional return half Kelly formula is half the difference between the probability of a win and the average loss, and the probability of a loss and the average win, which equals 0.5 times the probability of a win divided by the average loss, minus 1 minus the probability of a win, divided by the average win. The actual size is 0, and the probe ceiling is 29.785, which is not a recommendation. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the following data: the symbol is BTC, the time frame is daily, and the number of observations is 10. The mean is 4.482891455542349. The 95% confidence interval, or CI95, is between -6.63828074902951 and 17.512419442925484. The half Kelly criterion, a measure used to determine the optimal bet size, is 1.024734134520722. This data is based on a 20,000 iteration independent and identically distributed closed-trade bootstrap with a seed of 91302. The analysis notes that the small sample size may not fully capture tail events or different market regimes. The fractional return half Kelly formula is 0.5 times the probability of a win divided by the average loss, minus 0.5 times the probability of a loss divided by the average win. The actual size is 0, and the probe ceiling is 29.785, which is not a recommendation. https://runway.adityaperswal.workers.dev/data/crypto-bars

A news scan found the headline 'SOL/USD C91302 funding SOL'. The given data is about a simulation, which is a computer model used to predict how something will behave. The data includes the following information: the latest settlement was on a specific date, represented as '1789257600000', and the latest basis point, or a unit of measurement for interest rates and percentages, was 0.276108461242. The prior number, or the number of times something happened before, was 99. The strict percentile, which is a way to measure how something ranks compared to others, was 55.55555555555556, and the inclusive percentile was also 55.55555555555556. The simulation was run for 2026 completed hours or days with no missing data filled in. It used a simulation with a numpy seed of 91302, and it included 10,000 contiguous 2-hour blocks on weekends with no orders, fees, or stops. The levels were set based on the September 12 close plus 10 basis points, but this was not an executable quote. The net assumed a 3R, or a return on investment, at a gross of 2R, and the residual target was 25 basis points for fees and 10 basis points for sells. The maximum favorable excursion, or the best possible outcome, was overlapping and unconditional, and it did not win the probability. https://www.okx.com/api/v5/public/funding-rate-history

A news scan found the following data line: {"latest_settlement": "1789257600000", "latest_bp": 1.0, "prior_n": 99, "strict_percentile": 76.76767676767676, "inclusive_percentile": 100.0}. This data line appears to be related to ETH/USD funding, with a simulation using a numpy seed of 91302, and assumptions about fees and targets. https://www.okx.com/api/v5/public/funding-rate-history

A news scan found the following data: the latest settlement was on a specific date represented by the number 1789257600000, the latest basis point, or bp, was 0.4970346915, the prior number, or n, was 99, the strict percentile was 35.35353535353536, and the inclusive percentile was also 35.3535353533536. This data is related to a simulation of a trading strategy for BTC/USD, which was run for 2026 completed hours or days with no filling of missing data. The simulation used a numpy seed of 91302, and it included 10,000 contiguous 2-hour blocks on weekends with no orders, fees, or stops. The levels were set based on the September 12 close plus 10 basis points, but this was not an executable quote. The net result assumes a quarterly return at a gross rate of 2R and a residual target of 25 basis points for fees and 10 basis points for sells. The maximum favorable excursion, or MFE, was overlapping and unconditional, and it did not win with a certain probability. https://www.okx.com/api/v5/public/funding-rate-history

A trading simulation for LINK/USD has the following parameters: the entry proxy is 11.52486335, the stop proxy is 10.21438872085, the net 3R target is 16.26343440332013, the net target gain percentage is 41.11607148313936, and the net stop loss percentage is 11.90162583092077. The quarter loss in USD is 3.5448992537397515. The simulation also includes the MFE2026 N value of 214, MFE2026 P90 percentage of 29.486435025077135, and MFE2026 net target coverage percentage of 7.009345794392523. Other values are ATR20 of 0.6552373145750001, close of 11.51335, risk 2ATR percentage of 11.382218287032012, three R gross gain percentage of 34.14665486109604, MFE20 N of 881, MFE20 P90 percentage of 39.52087948434744, and MFE20 target coverage percentage of 13.734392735527809. This simulation was completed over 2026 hours or days with no filling of missing data, using a numpy seed of 91302, and 10,000 contiguous 2-hour weekend blocks with no orders, fees, or stops. The levels are based on the September 12 close proxy plus 10 basis points, which is not an executable quote. The net 3R assumes a quarter at gross 2R and residual target with 25 basis points fees and 10 basis points sells. The MFE is overlapping and unconditional, and does not account for win probability. https://runway.adityaperswal.workers.dev/data/crypto-bars

A simulation found the following levels for HYPE/USD: the entry proxy is 79.764685, the stop proxy is 69.3718221787, the net 3R target is 116.97059716716262, the net target gain percentage is 46.64459236209937, and the net stop loss percentage is 13.550249405418658. The quarter loss in USD is 4.035941785403947. The simulation used a numpy seed of 91302, and ran for 10,000 contiguous 2-hour blocks over weekends, with no order fees or stops, and no filling of missing data. The average true range over 20 periods, or ATR20, is 5.1964314106500025, and the close is 79.685. The risk as a percentage of 2 times the average true range is 13.042433106983756. The three R gross gain percentage is 39.12729932095126. The most frequently encountered price, or MFE, over 20 periods is 166, with a 90th percentile of 70.86488265397959, and a target coverage percentage of 28.915662650602407. The MFE over 2026 periods is also 166, with a 90th percentile of 70.86488265397959, and a net target coverage percentage of 25.301204819277107. A news scan found that the levels were based on the September 12 close proxy plus 10 basis points, which was not executable, and assumed a quarter at a gross 2R, with residual target fees of 25 basis points and 10 basis points for sells, and an overlapping unconditional not win probability. https://runway.adityaperswal.workers.dev/data/crypto-bars

A simulation found the following levels for XRP/USD: the entry proxy is 1.3676813149999998, the stop proxy is 1.2194496377999997, and the net 3R target is 1.9057338801754016. The net target gain percentage is 39.34049250174936 and the net stop loss percentage is 11.372142189420432. The quarter loss in USD is 3.3871925511188756. The simulation used 214 data points from 2026, with 28.075019277419 percent of them in the top 90 percent. The average true range over 20 periods, or ATR20, is 0.07411583860000001. The close price is 1.366315. The risk percentage based on two times the average true range, or risk 2ATR percentage, is 10.849011918920603. The three R gross gain percentage is 32.54703575676181. The simulation used 817 data points from the last 20 periods, with 43.869568764848886 percent of them in the top 90 percent. The simulation was run with a numpy seed of 91302, and it used 10,000 contiguous 2-hour blocks over weekends, with no orders, fees, or stops. The levels were calculated using the September 12 close price plus 10 basis points, which was not executable due to quote issues. The net 3R target assumes a quarter at a gross 2R and a residual target with 25 basis points in fees and 10 basis points in sells. The maximum forward extension, or MFE, is an overlapping unconditional not win probability. https://runway.adityaperswal.workers.dev/data/crypto-bars

A simulation found the following levels for LTC/USD: the entry proxy is 53.70385019999999, the stop proxy is 48.94005074369999, the net 3R target is 71.30881890699919, the net target gain percentage is 32.78157644458648, and the net stop loss percentage is 9.41625129713074. The quarter loss in USD is 2.804630448850391. The simulation used 214 blocks of 2 hours, with 18.95445170487157 percent of them having a profit of 90 percent or more. The average true range over 20 periods is 2.3818997281499996. The close price is 53.6502. The risk percentage based on 2 times the average true range is 8.879369426954604. The gross gain percentage for a 3R target is 26.638108280863815. A news scan found the headline is not applicable here, this is a data line. The simulation was run with a numpy seed of 91302, and it did not account for order fees or stops. The levels were calculated based on the September 12 close price plus 10 basis points, but this is not an executable quote. The net 3R target assumes a quarterly return at a gross 2R and residual target of 25 basis points fees and 10 basis points sells. The maximum favorable excursion is overlapping and unconditional, and it does not account for the probability of winning. https://runway.adityaperswal.workers.dev/data/crypto-bars

A simulation found the following levels for SOL/USD: the entry proxy is 101.86726549999999, the stop proxy is 90.95214836585, the net 3R target is 141.52423581176743, the net target gain percentage is 38.93004304878238, and the net stop loss percentage is 11.249744778048365. The quarter loss in USD is 3.3507364821417056. The simulation used 214 MFE 2026 N, with an MFE 2026 P90 percentage of 23.66637994931697 and an MFE 2026 net target coverage percentage of 7.943925233644859. The ATR20 is 5.457558567074999. The close is 101.7655, with a risk 2ATR percentage of 10.725753948194622 and a threeR gross gain percentage of 32.17726184458387. The simulation also used 684 MFE 20 N, with an MFE 20 P90 percentage of 32.41226470534469 and an MFE 20 target coverage percentage of 10.526315789473683. This simulation was completed over 2026 hours or days with no filling of missing data, using a numpy seed of 91302, and assuming 10,000 contiguous 2-hour weekend blocks with no orders, fees, or stops. The levels were set on September 12, with a close proxy plus 10 basis points, which was not executable due to quote issues. The net 3R assumes a quarter at gross 2R and residual target 25 basis points fees or 10 basis points sells. The MFE is overlapping, unconditional, and not a win probability. https://runway.adityaperswal.workers.dev/data/crypto-bars

A trading simulation for ETH/USD has the following parameters: the entry point is 2527.570045, the stop loss point is 2338.7627538337, and the target gain is 3238.144742890323. The potential gain is 28.112957711932495 percent and the potential loss is 8.02405344321876 percent. The maximum potential loss in US dollars for the quarter is 2.3899643180627077. The simulation used 214 hours of data from 2026, with 23.871490222955742 percent of the data points within a certain range. The target coverage is 8.411214953271028 percent. The average true range over 20 periods is 94.40364558315002. The closing price is 2525.045. The risk is 7.477383221538628 percent of two times the average true range. The gross gain is 22.43214966461588 percent. The simulation used 903 data points over 20 periods, with 34.25306755390461 percent of the data points within a certain range. The target coverage is 20.26578073089701 percent. This simulation was completed over 2026 hours and days with no missing data filled. It used a numpy seed of 91302, with 10,000 contiguous 2-hour blocks over weekends, and no orders, fees, or stops. The levels were set on September 12, with a close proxy plus 10 basis points, but this was not an executable quote. The net three R assumes a quarter at gross 2R and residual target 25 basis points fees and 10 basis points sells. The maximum forward excursion is overlapping and unconditional, and does not account for win probability. https://runway.adityaperswal.workers.dev/data/crypto-bars

A simulation found the following levels for BTC/USD: the entry proxy is 77343.65138499999, the stop proxy is 72673.5870200254, and the net 3R target is 95395.77491538004. The net target gain percentage is 23.340149071215265 and the net stop loss percentage is 6.600785807276733. The quarter loss in USD is 1.9660440526973748. The simulation used 214 blocks for MFE 2026, with a P90 percentage of 18.75397580680327 and a net target coverage percentage of 8.411214953271028. The ATR20 is 2335.032182487298. The close is 77266.385. The risk 2ATR percentage is 6.0441087867312495 and the three R gross gain percentage is 18.132326360193748. The simulation used 903 blocks for MFE 20, with a P90 percentage of 21.149411150280013 and a target coverage percentage of 12.73532668881506. This simulation was run with a numpy seed of 91302, using 10,000 contiguous 2-hour blocks over weekends, with no orders, fees, or stops. The levels are based on the September 12 close proxy plus 10 basis points, which is not executable. The net 3R assumes a quarter at gross 2R and residual target with 25 basis points fees and 10 basis points sells. The MFE is overlapping and unconditional, with no win probability. https://runway.adityaperswal.workers.dev/data/crypto-bars

A simulation, called C91302, used 1418 blocks and 10000 paths to test a trading strategy. The average return was 0.018580297635250348 percent. The worst return was -1.6361458406196936 percent and the best return was 0.7656523007459272 percent. If the whole fund was invested in US dollars, the worst return would be -1.949304154514303 dollars. There was a 0 percent chance of losing 3 percent of the account. The simulation was completed in 2026 hours or days with no missing data filled in. It used a numpy seed of 91302, and tested 10,000 contiguous 2-hour blocks over weekends with no orders, fees, or stops. The levels were set at the September 12 close price plus 10 basis points, which is a measure of the difference between two prices, but this was not an executable quote. The net return assumes a gross return of 3 times the risk, and a target return of 25 basis points minus 10 basis points for fees and sells. The maximum favorable excursion, or the best possible return, was calculated using overlapping and unconditional data, and did not include the probability of winning. https://runway.adityaperswal.workers.dev/data/crypto-bars

A simulation, called C91302, used 1418 blocks and 10000 paths to estimate results. The average percentage change was 0.0275 percent. The worst 1 percent of results had a loss of 1.8566 percent and the worst 5 percent had a loss of 0.8497 percent. The best 95 percent of results had a gain of 0.9925 percent. If the whole fund was invested in US dollars, the worst 1 percent of results would have been a loss of 2.2119 dollars. There was zero probability of losing 3 percent of the account. This simulation was completed in 2026 hours or days with no missing data filled in. It used a numpy seed of 91302, and simulated 10,000 contiguous 2-hour blocks over weekends with no orders, fees, or stops. The levels were set at the September 12 close plus 10 basis points, which is not an executable quote. The net result assumes a gross return of 2 times the risk, and a target residual of 25 basis points in fees and 10 basis points in sells. The maximum favorable excursion was calculated with overlapping and unconditional probability, and does not include the probability of winning. https://runway.adityaperswal.workers.dev/data/crypto-bars

A simulation, which is a computer model of a trading system, was run with the following results: it used 1754 blocks of data and 10000 paths, which are like different possible outcomes. The average percentage change was -0.01097955532830551, meaning the value decreased by a small amount. The worst 1 percent of results had a percentage change of -2.3328579393850264, and the worst 5 percent had a change of -1.018956575468832. The best 5 percent of results had a change of 0.8829130718653494. If the entire fund had been invested in US dollars, the worst 1 percent of results would have lost -2.7793669489833204 dollars. There was a 0.0 percent chance of losing 3 percent of the account value. This simulation was completed in 2026 hours or days with no missing data filled in. It used a numpy seed of 91302, and simulated 10,000 contiguous 2-hour blocks over weekends with no orders, fees, or stops. The levels were set at the September 12 close price plus 10 basis points, which is a measure of the price difference, but this was not an executable quote. The net result assumed a gross return of 2 times the risk, and a target fee of 25 basis points and 10 basis points for sells. The maximum favorable excursion, or MFE, was calculated with overlapping and unconditional probability, but not with a winning probability. https://runway.adityaperswal.workers.dev/data/crypto-bars

A data scan found the following statistics for LINK/USD: there were 6120 data points, the standard deviation of hourly percentage changes was 0.6804720769194464, and the standard deviation of percentage changes on weekends was 0.6042087202606542. The one-hour percentage change was -1.829741443838048. The correlation with Bitcoin, or how closely the two move together, was 0.8225781071139244, and the beta, or volatility compared to Bitcoin, was 1.1967682612132495. This data was based on a simulation that used 2026 completed hours or days, with no missing data filled in. The simulation used a numpy seed of 91302, and included 10,000 contiguous two-hour weekend blocks, with no orders, fees, or stops. The levels were based on the September 12 close, plus 10 basis points, which is not an executable quote. The net result assumes a gross return of 2 times the risk, and a target return of 25 basis points, with fees of 10 basis points for sells. The maximum favorable excursion, or MFE, was based on overlapping and unconditional data, and did not include win probability. https://runway.adityaperswal.workers.dev/data/crypto-bars

A data scan found the following statistics for HYPE/USD: there were 4978 data points, the standard deviation of hourly percentage changes was 0.9108538807606382, the standard deviation of percentage changes on weekends was 0.707601200640159, the one-hour percentage change was -2.2584500804997782, the correlation with Bitcoin, a measure of how closely two things move together, was 0.5698328750041544, and the beta, a measure of volatility compared to Bitcoin, was 1.1684915060677281. This data was based on 2026 completed hours or days with no missing data filled in. A simulation was run using a numpy seed of 91302, with 10,000 contiguous two-hour blocks on weekends, and no orders, fees, or stops. The levels were based on the September 12 close price plus 10 basis points, which is a unit of measurement for interest rates and prices, but this was not an executable quote. The net result assumed a gross return of 3 times the risk, and a residual target of 25 basis points for fees and 10 basis points for sells. The maximum favorable excursion, or MFE, was calculated, which is the maximum gain during a trade, and it was overlapping and unconditional, and not a winning probability. https://runway.adityaperswal.workers.dev/data/crypto-bars

A data scan found the following statistics for XRP/USD: there were 6120 data points, the standard deviation of hourly percentage changes was 0.6686587423687698, and the standard deviation of percentage changes on weekends was 0.6126713488094775. The one-hour percentage change was -1.8103447810824083. The correlation with Bitcoin, which means how closely the two move together, was 0.7680353821330889, and the beta, which measures volatility compared to Bitcoin, was 1.0980152263987097. This data was based on a simulation that used a numpy seed of 91302, and included 10,000 contiguous two-hour blocks on weekends, with no orders, fees, or stops. The levels were based on the September 12 close price plus 10 basis points, which is not an executable quote, and assumed a net three percent return, with a gross return of two percent per quarter and a residual target of 25 basis points for fees and 10 basis points for sells. The maximum favorable excursion, or MFE, was overlapping and unconditional, and did not win the probability. https://runway.adityaperswal.workers.dev/data/crypto-bars

A data scan found the following statistics for LTC/USD: there were 6120 data points, the standard deviation of hourly percentage changes was 0.5735179539816724, the standard deviation of weekend percentage changes was 0.5286499040691979, the one-hour percentage change was -1.6903484439877474, the correlation with BTC was 0.7394622910148135, and the beta with BTC was 0.9067460194796815. This data is based on 2026 completed hours and days with no filling of missing data. A simulation was run using a numpy seed of 91302, with 10,000 contiguous 2-hour weekend blocks, and no orders, fees, or stops. The levels were set at the September 12 close price plus 10 basis points, which was not an executable quote. The net result assumes a gross return of 3 times the risk and a residual target of 25 basis points in fees and 10 basis points in sells. The maximum favorable excursion was overlapping and unconditional, with no win probability. https://runway.adityaperswal.workers.dev/data/crypto-bars

A data scan found the following statistics for SOL/USD: there were 6120 data points, the standard deviation of hourly percentage changes was 0.6703275821387866, and the standard deviation of percentage changes on weekends was 0.5851457591895239. The one-hour percentage change was -1.9389902049268235. The correlation with Bitcoin, or how closely the two move together, was 0.8374888366942275, and the beta, or volatility compared to Bitcoin, was 1.200297010210393. This data is based on 2026 completed hours or days with no missing data filled in. A simulation was run using a numpy seed of 91302, with 10,000 contiguous two-hour weekend blocks, and no orders, fees, or stops. The levels were set at the September 12 close plus 10 basis points, but this was not an executable quote. The net result assumes a gross return of 3 times the result, and a target of 25 basis points in fees, with 10 basis points for sells. The maximum favorable excursion, or the best possible outcome, was calculated, but it was overlapping and unconditional, and did not win, with a probability that it would not be a winning outcome. https://runway.adityaperswal.workers.dev/data/crypto-bars

A data scan found the following statistics for ETH/USD: there were 6120 data points, the standard deviation of hourly percentage changes was 0.6217308053653277, and the standard deviation of percentage changes on weekends was 0.4875354979909035. The one-hour percentage change was -1.9159718398187797. The correlation with Bitcoin, or how closely the prices move together, was 0.8873100826972741, and the beta, or how much the price moves compared to Bitcoin, was 1.1795066953782638. This data was based on 2026 completed hours or days with no missing data filled in. A simulation was run with a numpy seed of 91302, using 10,000 contiguous 2-hour blocks on weekends, and not accounting for orders, fees, or stops. The levels were based on the September 12 close price plus 10 basis points, but this was not an executable quote. The net result assumed a gross return of 2 times the risk, and a target return of 25 basis points, with fees of 10 basis points for sells. The maximum favorable excursion, or the best possible outcome, was calculated, but this was an overlapping and unconditional result, and not a winning probability. https://runway.adityaperswal.workers.dev/data/crypto-bars